KRE Options History — April 2024

In April 2024, KRE traded between $45.92 and $49.31. ATM implied volatility averaged 30.5%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 2.8% (HV 20d: 27.7%). Max pain ranged from $48.00 to $49.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 2.25.

Notable Days

  • 2024-04-10: Highest Volume — 203,280 contracts
  • 2024-04-10: Largest IV spike — 7.4% change
  • 2024-04-15: Highest IV Rank — 19.8%
  • 2024-04-15: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$47.72$45.92$49.31$49.30$47.22
Max Pain$48.50$48.00$49.00$49.00$48.00
ATM IV30.5%27.3%34.3%28.9%28.4%
Expected Move8.8%8.0%9.8%8.2%8.7%
HV 20d27.7%25.1%31.9%27.3%25.2%
HV 60d29.4%27.3%30.7%28.6%27.4%
IV Rank10.8%3.2%19.8%7.1%5.9%
IV Percentile36.9%4.4%69.8%20.2%18.3%
Term Structure-0.5%-7.8%0.9%-0.2%-7.8%
VWIV31.2%27.7%34.2%28.8%30.6%
Skew 25d2.8%1.6%5.0%1.6%3.0%
Skew 10d6.1%4.2%9.2%4.5%5.6%
Call IV 25d29.2%26.4%32.5%28.6%26.8%
Put IV 25d32.0%29.3%36.2%30.1%29.8%
Bid-Ask Spread %2.632.103.402.362.82
Gamma HHI0.080.060.200.060.08
Net GEX-61.9M-108.8M-23.1M-23.1M-77.7M
Net DEX866.3M266.0M1.59B266.0M1.09B
Net VEX-16.3M-16.8M-15.7M-16.2M-15.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.250.375.581.091.88
Total Volume97,324.31847,624203,28047,624114,644
Total OI1,991,093.4091,807,8462,183,5351,846,6071,896,418

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$49.30$49.0028.9%8.2%27.3%7.1%28.8%1.6%-0.2%-23.1M266.0M-16.2M1.092.3622,80724,817607,0351,239,572
2024-04-02$48.30$49.0029.7%8.4%28.4%9.0%30.3%2.0%-0.1%-45.5M626.9M-16.3M5.583.1025,843144,299621,2121,254,247
2024-04-03$48.33$49.0030.3%8.7%25.1%10.4%31.3%1.9%-0.2%-46.2M659.8M-16.6M1.082.2539,83142,932634,9331,309,518
2024-04-04$48.13$49.0031.8%9.1%25.1%13.8%31.8%2.2%-0.2%-42.1M701.3M-16.8M0.592.3768,52140,663666,6751,324,053
2024-04-05$48.16$49.0030.6%8.8%25.1%11.1%30.6%2.0%-0.3%-53.7M727.3M-16.6M1.383.3327,64438,046708,7101,353,924
2024-04-08$49.08$49.0030.1%8.7%26.1%9.8%30.0%2.5%0.2%-30.0M372.6M-16.5M0.532.5833,63717,715631,7991,330,856
2024-04-09$49.31$49.0030.2%8.7%26.1%10.1%31.1%2.2%0.3%-27.1M288.0M-16.2M0.372.9836,70813,630634,2701,341,343
2024-04-10$46.80$49.0032.5%9.3%31.8%15.4%33.2%2.9%0.2%-78.2M1.24B-16.3M2.652.2655,752147,528660,7431,345,590
2024-04-11$46.97$49.0032.0%9.3%31.9%14.3%33.4%2.3%0.5%-77.4M1.14B-16.5M3.942.9525,31799,737681,7871,377,309
2024-04-12$46.55$49.0033.6%9.6%30.3%18.0%34.1%5.0%0.9%-103.3M1.38B-16.8M2.242.3848,114107,904689,6011,431,293
2024-04-15$46.22$49.0034.3%9.8%30.1%19.8%34.2%3.2%-0.2%-96.2M1.48B-16.5M1.273.1237,85547,929673,8901,447,059
2024-04-16$45.92$48.0032.8%9.4%30.0%16.2%32.2%3.1%-1.0%-108.8M1.59B-16.3M1.723.4043,43474,775682,8651,467,403
2024-04-17$46.03$48.0033.0%9.5%30.0%16.6%33.0%2.9%-0.9%-101.7M1.48B-16.3M4.222.1925,197106,338693,5521,452,579
2024-04-18$46.17$48.0031.6%9.1%26.7%13.5%31.4%3.0%-0.3%-100.9M1.42B-16.3M2.212.2317,57938,816702,3151,469,039
2024-04-19$47.03$48.0031.8%9.1%27.4%13.9%31.7%3.4%-0.1%-97.8M1.06B-16.4M1.902.1325,08247,728708,2781,475,257
2024-04-22$48.23$48.0029.8%8.7%28.2%9.1%30.6%2.9%-0.2%-35.5M600.2M-16.1M1.252.3852,58265,541570,5071,237,339
2024-04-23$48.70$48.0028.1%8.1%28.4%5.2%27.7%2.7%-1.3%-35.0M469.8M-16.1M1.312.5827,83536,458579,1381,278,697
2024-04-24$48.97$48.0027.8%8.1%28.4%4.4%31.2%3.2%-0.3%-27.8M389.5M-16.1M3.352.1020,58268,964598,3821,282,849
2024-04-25$48.42$48.0028.2%8.2%26.5%5.4%30.2%3.6%-0.7%-38.9M570.3M-15.9M3.492.6414,01948,939602,8171,303,880
2024-04-26$48.27$48.0027.3%8.0%26.3%3.2%27.9%2.9%-0.7%-49.0M651.9M-16.0M1.882.6824,45045,974608,1511,324,364
2024-04-29$47.80$48.0027.9%8.4%25.8%4.6%31.2%3.0%0.5%-67.1M859.4M-15.8M5.483.1214,65180,318582,6421,322,164
2024-04-30$47.22$48.0028.4%8.7%25.2%5.9%30.6%3.0%-7.8%-77.7M1.09B-15.7M1.882.8239,83074,814589,9771,306,441